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Bank Of Saga Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.51% (-3.84%)
Analysis last updated: Sunday, February 8, 2026 at 12:56 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bank Of Saga Ltd S0GARCH
paramt-stat
ω1.52745.14
α0.13447.57
β0.753827.39
γ10.05391.09
γ2-0.0162-0.22
γ3-0.1305-2.45
γ40.16693.77
γ5-0.0713-1.81
γ6-0.0486-1.17
γ70.10931.62
γ8-0.1407-1.51
γ90.13041.67
γ10-0.0664-1.73
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts